CME Euro FX Future September 2008
| Trading Metrics calculated at close of trading on 10-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
1.5701 |
1.5451 |
-0.0250 |
-1.6% |
1.5450 |
| High |
1.5701 |
1.5460 |
-0.0241 |
-1.5% |
1.5685 |
| Low |
1.5548 |
1.5370 |
-0.0178 |
-1.1% |
1.5312 |
| Close |
1.5572 |
1.5371 |
-0.0201 |
-1.3% |
1.5684 |
| Range |
0.0153 |
0.0090 |
-0.0063 |
-41.2% |
0.0373 |
| ATR |
0.0113 |
0.0119 |
0.0006 |
5.6% |
0.0000 |
| Volume |
22,243 |
42,251 |
20,008 |
90.0% |
37,368 |
|
| Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5670 |
1.5611 |
1.5421 |
|
| R3 |
1.5580 |
1.5521 |
1.5396 |
|
| R2 |
1.5490 |
1.5490 |
1.5388 |
|
| R1 |
1.5431 |
1.5431 |
1.5379 |
1.5416 |
| PP |
1.5400 |
1.5400 |
1.5400 |
1.5393 |
| S1 |
1.5341 |
1.5341 |
1.5363 |
1.5326 |
| S2 |
1.5310 |
1.5310 |
1.5355 |
|
| S3 |
1.5220 |
1.5251 |
1.5346 |
|
| S4 |
1.5130 |
1.5161 |
1.5322 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6679 |
1.6555 |
1.5889 |
|
| R3 |
1.6306 |
1.6182 |
1.5787 |
|
| R2 |
1.5933 |
1.5933 |
1.5752 |
|
| R1 |
1.5809 |
1.5809 |
1.5718 |
1.5871 |
| PP |
1.5560 |
1.5560 |
1.5560 |
1.5592 |
| S1 |
1.5436 |
1.5436 |
1.5650 |
1.5498 |
| S2 |
1.5187 |
1.5187 |
1.5616 |
|
| S3 |
1.4814 |
1.5063 |
1.5581 |
|
| S4 |
1.4441 |
1.4690 |
1.5479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.5701 |
1.5312 |
0.0389 |
2.5% |
0.0119 |
0.8% |
15% |
False |
False |
19,197 |
| 10 |
1.5701 |
1.5312 |
0.0389 |
2.5% |
0.0102 |
0.7% |
15% |
False |
False |
10,734 |
| 20 |
1.5701 |
1.5312 |
0.0389 |
2.5% |
0.0073 |
0.5% |
15% |
False |
False |
5,798 |
| 40 |
1.5895 |
1.5235 |
0.0660 |
4.3% |
0.0059 |
0.4% |
21% |
False |
False |
3,188 |
| 60 |
1.5895 |
1.5225 |
0.0670 |
4.4% |
0.0059 |
0.4% |
22% |
False |
False |
2,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5843 |
|
2.618 |
1.5696 |
|
1.618 |
1.5606 |
|
1.000 |
1.5550 |
|
0.618 |
1.5516 |
|
HIGH |
1.5460 |
|
0.618 |
1.5426 |
|
0.500 |
1.5415 |
|
0.382 |
1.5404 |
|
LOW |
1.5370 |
|
0.618 |
1.5314 |
|
1.000 |
1.5280 |
|
1.618 |
1.5224 |
|
2.618 |
1.5134 |
|
4.250 |
1.4988 |
|
|
| Fisher Pivots for day following 10-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1.5415 |
1.5536 |
| PP |
1.5400 |
1.5481 |
| S1 |
1.5386 |
1.5426 |
|